Are you grilling or smoking? Two very different things.
In my limited experience I have found that a high temp grill doesn't get effected by the weather, especially in the 30's. What does effect it is wind and precipitation. If it isn't snowing very hard and it isn't windy then you should be ok. Tow things I suggest, use a chimney to get the coals going and move you grill close to the house so it take advantage of the ambient temperature. ALso, I would use extra coals and get the heat nice an high before you throw the steaks on.
If you are smoking then it really does depend on what you are using and how thin the metal is. Low n' slow is much more susceptible to weather conditions then hot n' fast.
And as others always say, YMWV.
Weber Performer w/smokenator
When all else fails just ask yourself, WWGALD???